+75.7%
TFC vs PLUG
-25.0%
+100.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.5% | +11.7% | +2.2% |
| 7D | +2.3% | -23.4% | +25.7% | +4.6% |
| 30D | +10.8% | -23.4% | +34.3% | +13.2% |
| 3M | -3.8% | -51.7% | +48.0% | +2.4% |
| 6M | +9.6% | -72.0% | +81.5% | +21.8% |
| YTD | +5.8% | -43.7% | +49.4% | +8.1% |
| 1Y | +16.2% | -55.4% | +71.6% | +21.1% |
| 3Y | +96.0% | -68.0% | +164.0% | +88.6% |
| 5Y | +1.7% | -97.4% | +99.1% | +21.7% |
| All | +75.7% | -25.0% | +100.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling